EFTA01582123

Statement of Account *" ALL AMOUNTS IN US DOLLAR • " TYPE 01 01 01 01 01 DATE TRANSACTION 05/23 JOURNAL 05/23 MRKD/MARKET 05/23 JOURNAL 05/23 JOURNAL 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 03 05/23 MRED/MARKET 03 05/23 JOURNAL 03 05/23 JOURNAL 03 05/23 JOURNAL 03 05/23 JOURNAL CREDIT aUISSE)1.tt INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 746FY UNDISCLOSED 05/01/06 TO 05/31/06 22 OF 26 TRADING ACTIVITY FOR THE MONTH QUANTITY DESCRIPTION S/D FINANCING RETURN FROM 746FY0 TO 2FBEE0 MARK TO MARKET S/D FINANCING FROM 2F8EE0 TO 746FY0 FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR -670 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,392 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 2,096 ALLERGAN INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 1,200 MASCO CORP OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 800 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 MARK TO MARKET 670 CONSECO INC OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 -2,392 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,006 ALLERGAN INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -2,096 ALLERGAN INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 PRICE DEBIT 398,992.08 54,439.29 199,472.28 36,372.00 10,418.32 283,606.57 17,095.32 CREDIT 283,606.57 398,992.08 593,155.74 17,095.32 54,439.29 193,200.40 199,472.28 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061628 EFTA01582123